STRATEGY VWAP MOMENTUM

20251208 (Monday, DoW=1)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 4

Periodo: 2025-12-08 15:41:00 - 2025-12-08 22:59:00

Exposure Days: 1

Trades per Day: 4.00

Avg Duration: 98.00 min

Median Duration: 68.00 min

PERFORMANCE

Total Profit: $5,440.00

Avg Profit: $1,360.00

Median Profit: $1,635.00

Std Profit: $1,390.85

Profit Factor: 17.48

WIN/LOSS

Win Rate: 66.7%

Winners / Losers: 2 / 1 (Ratio: 1:6)

Gross Profit: $5,770.00

Gross Loss: $-330.00

Avg Winner: $1,923.33

Avg Loser: $-330.00

Avg Winner / Avg Loser: (Ratio: 1:5.83)

Largest Winner: $2,500.00

Largest Loser: $-330.00

RISK METRICS

Max Drawdown: $-330.00

Sharpe Ratio: 0.98

Sortino Ratio: 0.00

Ulcer Index: 3.30

EXIT REASONS

TARGET exits: 2 (50.0%)

STOP exits: 0 (0.0%)

EOD exits: 1 (25.0%)

LONG ENTRIES (BUY)

Total LONG: 1

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $770.00

Avg P&L: $770.00

SHORT ENTRIES (SELL)

Total SHORT: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $4,670.00

Avg P&L: $1,556.67

CUMULATIVE P&L